-24.8%
W vs FGI
-74.8%
+50.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.6% | +0.8% |
| 7D | +0.2% | -14.4% | +14.6% | +0.4% |
| 30D | +6.8% | -11.8% | +18.6% | +6.9% |
| 3M | +10.7% | -46.2% | +56.9% | +11.6% |
| 6M | +86.3% | +5.2% | +81.2% | +83.3% |
| YTD | +11.5% | +10.5% | +0.9% | +8.5% |
| 1Y | +5.1% | +25.5% | -20.4% | +1.7% |
| 3Y | +171.0% | -16.0% | +187.0% | +163.1% |
| All | -24.8% | -74.8% | +50.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling